Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
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DOI：
10.1080/1055678021000045123
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发表时间：
2002-01
影响因子：
2.2
通讯作者：
J. Sturm
中科院分区：
文献类型：
--
作者：
J. Sturm
半定和二阶混合锥优化的原-对偶内点法的实现有大量的设计选择。本文尽可能在一个统一的框架中介绍这些问题。然而，半定和二阶锥分量有时会被分开处理，以突出有效实现所必需的差异。虽然本文提供了不同研究小组做出的选择的比较，但它也是第一篇详细讨论SeDuMi的实现的文章。
There is a large number of design choices to be made in the implementation of the primal-dual interior point method for mixed semidefinite and second order cone optimization. This article presents such issues in a unified framework whenever possible. However, semidefinite and second order cone components are sometimes treated separately to highlight the differences that are necessary for efficient implementations. While this article provides a comparison of choices made by different research groups, it is also the first article to provide an elaborate discussion of the implementation in SeDuMi.